## UVic Probability and Dynamics Seminar: Grigory Terlov

• Date: 01/24/2023
• Time: 14:30
Lecturer(s):
Grigory Terlov (Illinois)
Location:

University of Victoria

Topic:

Stein’s method for conditional central limit theorem

Description:

It is common in probability theory and statistics to study distributional convergences of sums of random variables conditioned on another such sum. In this talk I will present a novel approach using Stein’s method for exchangeable pairs that allows to derive a conditional central limit theorem of the form $(X_n|Y_n = k)$ with explicit rate of convergence as well as its extensions to a multidimensional setting. We will apply these results to particular models including pattern counts in a random binary sequence and subgraph counts in Erdös-Rényi random graph. This talk is based on joint work with Partha S. Dey.

Other Information:

Date: 2:30pm on 24/1/2023

Place: DSB C128